lundi 20 mai 2019

Multinomial Logit (Time Fixed effects, Random effects) in Panel data

I need to estimate marginal effects from multinomial logit. For cross-sectional data I was able to estimate marginal effects. However, in panel data there is a lack of an R package for the purpose or it is not popular enough to be found by me.

I used mlogit package for cross-sectional data and obtain marginal effects for each choice. However, I do not understand how to control for time effects or individual fixed effects or estimate the model using random effects in mlogit or any other package in r.

I would be glad if you suggest me which package to use and how to use it. Thank you in anticipation.




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